Performance of Some Stochastic Restricted Ridge Estimator in Linear Regression Model

Table 3

Estimated MSE with 𝑛=50, 𝑝=4, and 𝛾=0.95.

	ME	𝐾1	𝐾2	𝐾3	𝐾4	𝐾5	𝐾6
𝜎^2=0.5	0.0198	0.0195	0.0193	0.0193	0.0194	0.0198	0.0198
𝜎^2=1	0.0791	0.0753	0.0725	0.0757	0.0782	0.0790	0.0790
𝜎^2=2	0.3164	0.2625	0.2349	0.3013	0.3146	0.3155	0.3157
𝜎^2=5	1.9774	0.8369	0.6546	1.8802	1.9730	1.9421	1.9507
𝜎^2=10	7.9098	1.0976	0.8844	7.5192	7.9009	7.3696	7.4955